Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,381.57 |
12,355.45 |
-26.12 |
-0.2% |
12,594.77 |
High |
12,422.55 |
12,440.03 |
17.48 |
0.1% |
12,642.90 |
Low |
12,350.04 |
12,309.52 |
-40.52 |
-0.3% |
12,378.84 |
Close |
12,356.21 |
12,394.66 |
38.45 |
0.3% |
12,512.04 |
Range |
72.51 |
130.51 |
58.00 |
80.0% |
264.06 |
ATR |
129.75 |
129.80 |
0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,772.93 |
12,714.31 |
12,466.44 |
|
R3 |
12,642.42 |
12,583.80 |
12,430.55 |
|
R2 |
12,511.91 |
12,511.91 |
12,418.59 |
|
R1 |
12,453.29 |
12,453.29 |
12,406.62 |
12,482.60 |
PP |
12,381.40 |
12,381.40 |
12,381.40 |
12,396.06 |
S1 |
12,322.78 |
12,322.78 |
12,382.70 |
12,352.09 |
S2 |
12,250.89 |
12,250.89 |
12,370.73 |
|
S3 |
12,120.38 |
12,192.27 |
12,358.77 |
|
S4 |
11,989.87 |
12,061.76 |
12,322.88 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,303.44 |
13,171.80 |
12,657.27 |
|
R3 |
13,039.38 |
12,907.74 |
12,584.66 |
|
R2 |
12,775.32 |
12,775.32 |
12,560.45 |
|
R1 |
12,643.68 |
12,643.68 |
12,536.25 |
12,577.47 |
PP |
12,511.26 |
12,511.26 |
12,511.26 |
12,478.16 |
S1 |
12,379.62 |
12,379.62 |
12,487.83 |
12,313.41 |
S2 |
12,247.20 |
12,247.20 |
12,463.63 |
|
S3 |
11,983.14 |
12,115.56 |
12,439.42 |
|
S4 |
11,719.08 |
11,851.50 |
12,366.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,633.59 |
12,309.52 |
324.07 |
2.6% |
120.34 |
1.0% |
26% |
False |
True |
|
10 |
12,718.58 |
12,309.52 |
409.06 |
3.3% |
135.71 |
1.1% |
21% |
False |
True |
|
20 |
12,876.00 |
12,309.52 |
566.48 |
4.6% |
130.55 |
1.1% |
15% |
False |
True |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
120.00 |
1.0% |
38% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
133.94 |
1.1% |
64% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
126.54 |
1.0% |
64% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
119.57 |
1.0% |
64% |
False |
False |
|
120 |
12,876.00 |
11,318.82 |
1,557.18 |
12.6% |
110.28 |
0.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,994.70 |
2.618 |
12,781.71 |
1.618 |
12,651.20 |
1.000 |
12,570.54 |
0.618 |
12,520.69 |
HIGH |
12,440.03 |
0.618 |
12,390.18 |
0.500 |
12,374.78 |
0.382 |
12,359.37 |
LOW |
12,309.52 |
0.618 |
12,228.86 |
1.000 |
12,179.01 |
1.618 |
12,098.35 |
2.618 |
11,967.84 |
4.250 |
11,754.85 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,388.03 |
12,410.44 |
PP |
12,381.40 |
12,405.18 |
S1 |
12,374.78 |
12,399.92 |
|